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A Unifying View of Linear Function Approximation in Off-Policy RL Through Matrix Splitting and Preconditioning

NeurIPS 2025 · Reinforcement learning › Policy gradient and actor-critic · approach: Model-based RL with guarantees · 0 citations (OpenAlex)

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Gives necessary and sufficient convergence conditions for linear TD in off-policy policy evaluation via matrix splitting and preconditioning, showing TD, PFQI and FQI differ by preconditioner rather than number of updates.

Problem

Off-policy policy evaluation with linear function approximation: when does TD converge, and how do TD, partial fitted Q-iteration and FQI relate?

Approach

Views TD as an iterative solver (matrix splitting with a positive-constant preconditioner) for the target linear system, deriving exact convergence conditions (consistency, positive semi-stability, index ≤ 1, step-size bound) and an encoder-decoder interpretation of the system dynamics matrix.

Key results

Surprising findings

Limitations

Experimental setup

Baselines: TD FQI PFQI

Builds on: temporal difference learning fitted Q-iteration partial fitted Q-iteration

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